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The market is being rather kind to the Last_Entry_Filter method just now...up 1.5% in 12 hrs....I like the maximizing logic of the WFM ("wolfe floating MM")
but if I remember correctly ...I went on a 10-day winning streak with the "H1 Cable kayvan" before one single maxtrade event wiped out all that work...
ES
Last edited by ElectricSavant; 02-27-2008 at 02:55 PM.
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